+59.7%
VTV vs AS
+125.3%
-65.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.1% |
| 7D | +2.3% | -3.6% | +5.9% | +2.7% |
| 30D | +3.8% | +3.4% | +0.4% | +3.4% |
| 3M | +1.7% | -8.6% | +10.3% | +2.5% |
| 6M | +10.9% | -10.0% | +20.9% | +11.8% |
| YTD | +21.7% | -19.2% | +40.9% | +23.6% |
| 1Y | +23.4% | -3.8% | +27.2% | +22.9% |
| All | +59.7% | +125.3% | -65.6% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling